Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 52.12% | 0.02 CHF | 0.05 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'602 CHF | 4'362 CHF | 100.00% | 100.00% |
19.11.2024 | 48.80% | 0.03 CHF | 0.05 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'775 CHF | 4'535 CHF | 99.84% | 99.84% |
18.11.2024 | 40.22% | 0.04 CHF | 0.06 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 3'546 CHF | 5'306 CHF | 100.00% | 100.00% |
15.11.2024 | 27.02% | 0.06 CHF | 0.08 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 5'659 CHF | 7'419 CHF | 100.00% | 100.00% |
14.11.2024 | 29.42% | 0.08 CHF | 0.10 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 5'249 CHF | 7'009 CHF | 100.00% | 100.00% |
13.11.2024 | 37.91% | 0.05 CHF | 0.07 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 3'803 CHF | 5'563 CHF | 100.00% | 100.00% |
12.11.2024 | 25.32% | 0.05 CHF | 0.07 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 6'185 CHF | 7'945 CHF | 99.85% | 99.85% |
11.11.2024 | 24.46% | 0.07 CHF | 0.09 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 6'347 CHF | 8'107 CHF | 100.00% | 100.00% |
08.11.2024 | 34.34% | 0.05 CHF | 0.07 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 4'268 CHF | 6'028 CHF | 98.58% | 98.58% |
07.11.2024 | 28.53% | 0.07 CHF | 0.09 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 5'331 CHF | 7'091 CHF | 100.00% | 100.00% |